Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 20 of 20 for “"Exchange rate pass-through"”.
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Essays on Exchange Rate Pass Through
… understandings of international transmissions of exchange rate shocks. It consists of three chapters. The first chapter extends Corsetti and Dedola (2005) and further allows for competition in retail networks. In the model, there are four types of firms interacting with each other including …
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Asymmetric Exchange Rate Pass-Through in Southeast Asian Rice Trade
… of rice. This paper estimates the impact of exchange rate fluctuations on bilateral trade flows in Southeast Asia. Because most Southeast Asian countries have state trading enterprises or agencies controlling rice trade, this analysis will provide insight as to whether these agencies respond …
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Imperfect competition and exchange rate pass-through in the international rice market
… examine export price adjustment in response to exchange rate fluctuations. The analysis is based on the ""pricing to market"" (PTM) model which postulates that tests for imperfect competition in international trade can be based on the observed pricing decisions of exporters (Krugman 1987, and …
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Nonlinear and Asymmetric Exchange Rate Pass-Through to Consumer Prices in South Africa
After the breakdown of the Bretton Woods fixed exchange rate system, some economies, including South Africa, abandoned fixed exchange rate regimes in favour of floating exchange rate systems. When a country adopts a floating exchange rate and an open trade policy, it loses the ability to shield its …
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An empirical analysis of exchange rate pass-through to prices in South Africa
… monthly inflation and other provincial inflation rates that are sometimes going outside the upper band of the target. Finding the duration taken by the price indices to respond to exchange rate fluctuations took a central interest to this research and also to find out the magnitude of the exchange …
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Monetary Policy in a Low Exchange Rate Pass-Through Environment: The case of Botswana
… monetary policy conduct and the extent of exchange rate pass-through in Botswana. Thus, I apply a three-step procedure. In the first step, I estimate the degree of exchange rate pass-through to Consumer Price Index (CPI) and import prices using a Vector Error Correction model (VECM). …
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Effects of Exchange Rate Misalignment on Agricultural Producer Support Estimates: Empirical Evidence from India and China
There have been different degrees of exchange rate disequilibrium in the developing countries during recent transition or reform periods. The level of the exchange rate and its misalignment can have significant impacts on agricultural policy measures such as the Producer Support Estimates (PSEs). …
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Three Essays on Exchange Rate Models and Their Applications
… chapter attempts to identify the determinant of exchange rate pass-through into producer and destination prices using highly disaggregated firm-level data of importers and exporters of the Egyptian economy from 2009 to 2013. The main findings assert the hypothesis of complete exchange rate …
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Retail prices and the real exchange rate
… the Purchasing Power Parity relationship, exchange rate pass-throughs and the effect of price shocks on nominal exchange rates. We fit a structural VAR model on exchange rate and relative price data to compute impulse responses for each country. We find evidence of exchange rate …
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Essays in International Macroeconomics
How do exchange rates and tariffs shape the economy? Their effects both independently and in regard to each other are puzzling with respect to classical economic models. This dissertation focuses on how macroeconomic factors -- sticky prices (Chapter 1), interest rates (Chapter 2), and scale …
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The Exchange Rate and U.S./Canadian Relative Agricultural Prices
… block in theories of international trade and exchange rate determination. It also serves as a measure of integration for international commodity markets. The LOP states that in competitive markets after adjustment for transportation costs and trade barriers, identical commodities sold in …
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Empirical Analysis of China’s Exchange Rate and Macroeconomic Policy
<p>This dissertation examines the effects of exchange rate and macroeconomic policy in China. It consists of three chapters. Chapter 1 explores the dynamics of monetary transmission mechanism. As China’s domestic financial markets deepen and develop further toward a market-based system, the …
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Impact of monetary policy rate on money supply in Zambia (2012-2020).
… and one such instrument is the monetary policy rate. This study provides an analysis of the impact of monetary policy rate on money supply in Zambia. Quarterly time series data for monetary policy rate, money supply-2, lending rate and exchange rate covering the period from second quarter 2012 …
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Impact of monetary policy rate on money supply in Zambia (2012-2020).
… and one such instrument is the monetary policy rate. This study provides an analysis of the impact of monetary policy rate on money supply in Zambia. Quarterly time series data for monetary policy rate, money supply-2, lending rate and exchange rate covering the period from second quarter 2012 …
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Fiscal theory of price level and coordination of monetary and fiscal policies: Understanding the current public debt and inflation dynamics
… serving as a benchmark model. The model is calibrated to evaluate the role played by backed and unbacked public debt in the propagation of a contractionary monetary policy shock to public debt and inflation dynamics under a coexistence regime, in comparison to Regime M (an active monetary policy …
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Essays on International Macroeconomics and Finance
… and how central banks can use monetary and exchange rate policies to insulate themselves from external shocks. In Chapter 1, Monetary and Exchange Rate Policies in a Global Economy, I develop a theory with both monetary policy and foreign exchange intervention (FXI) and study their …